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BVN

elliptic paraboloid

Quadratic form functions as graph functions – I – level sets and gradients

The last months I have seldom written posts in this blog. The reason is that I am occupied with a book about “The geometry of Multivariate Normal Distributions”. Which will cover a lot more topics than the ones discussed in this blog so far. One of those topics is the use of quadratic form functions as graph functions to produce… Read More »Quadratic form functions as graph functions – I – level sets and gradients

Cut-off BVN limited to an ellipsoidal core

Covariance matrix of a cut-off Multivariate Normal Distribution – III – results for a 2-dimensional BVN-core and proper normalization of its cut-off distribution

In the math section of this blog, we try to cover interesting aspects of Multivariate Normal Distributions [MVNs]. The topic of this post series is the covariance matrix of a MVN-like distribution confined inside a hyper-surface of constant probability density. Outside of the surface we set the probability density to zero. This gives us a “cut-off” MVN- distribution. Contour surfaces… Read More »Covariance matrix of a cut-off Multivariate Normal Distribution – III – results for a 2-dimensional BVN-core and proper normalization of its cut-off distribution